alphagbm-bps-backtest

To backtest a Bull Put Spread with FearScore signals, configure parameters like ticker, dte_target, short_delta, spread_width, and fear_threshold. The tool runs two passes per call—with signal and no-signal control—returning equity curves, KPI metrics, and a trade ledger.

A Bull Put Spread backtest returns comprehensive metrics including equity curve, annualized return, win rate, max drawdown, Sharpe ratio, and a full trade ledger. These metrics enable direct comparison of signal-driven entries versus a no-signal baseline.

Yes, you can backtest options strategies on US tickers over historical data spanning 2018 to present. The tool mechanically applies your configured spread parameters across the defined period to produce performance results.

Yes, the backtest includes a no-signal control group. By setting the include_control parameter, it executes two passes per call—one with FearScore signals and one without—allowing you to quantify the signal value against the baseline.

You can test a Bull Put Spread backtest without live market data by using the exposed mock-data pathway. This allows you to validate the tool's functionality and parameter configuration safely before running against actual historical data.

Configurable parameters for a Bull Put Spread backtest include ticker, dte_target, short_delta, spread_width, take_profit_pct, fear_threshold, start_date, end_date, and include_control. These support robust strategy analysis and parameter exploration.